Monte Carlo scenario generation for retail loan portfolios
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DOI: 10.1057/jors.2009.105
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- Afful-Dadzie, Anthony & Mallett, Alexandra & Afful-Dadzie, Eric, 2020. "The challenge of energy transition in the Global South: The case of electricity generation planning in Ghana," Renewable and Sustainable Energy Reviews, Elsevier, vol. 126(C).
- Afful-Dadzie, Anthony & Afful-Dadzie, Eric & Awudu, Iddrisu & Banuro, Joseph Kwaku, 2017. "Power generation capacity planning under budget constraint in developing countries," Applied Energy, Elsevier, vol. 188(C), pages 71-82.
- Breeden, Joseph L. & Parker, Robert & Steinebach, Carsten, 2012. "A through-the-cycle model for retail lending economic capital," International Journal of Forecasting, Elsevier, vol. 28(1), pages 133-138.
- Yousra Tourki & Jeffrey Keisler & Igor Linkov, 2013. "Scenario analysis: a review of methods and applications for engineering and environmental systems," Environment Systems and Decisions, Springer, vol. 33(1), pages 3-20, March.
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Keywords
banking; econometrics; forecasting; risk; simulation; time series;All these keywords.
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